Currently: As of the start of the 2009 season, that is Bobby Cox of the Atlanta Braves who is in his 20th consecutive season as manager of the Braves. He also managed the Braves between 1978-1981.
All-time: Connie Mack of the Philadelphia Athletics who managed 50 consecutive seasons, 1901-1950.
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Joe McCarthy.
McCarthy managed the Yankees between 1931-1946 and won 1460 games. Second all time is Joe Torre with 1173 wins, third is Casey Stengel with 1149 wins, and fourth is Miller Huggins with 1067 wins.
As Yankees manager, Joe McCarthy has the most wins with 1,460. Both McCarthy and Casey Stengel have won seven World Series titles as Yankees managers.